+10.8%
TEAM vs FROG
+22.9%
-12.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.1% |
| 7D | -0.4% | -11.3% | +10.8% | +5.0% |
| 30D | +67.3% | +3.6% | +63.7% | +65.1% |
| 3M | +86.8% | +1.7% | +85.1% | +83.8% |
| 6M | +146.8% | +123.5% | +23.3% | +69.3% |
| YTD | +16.9% | +40.2% | -23.3% | -3.5% |
| 1Y | +12.8% | +81.0% | -68.2% | -19.0% |
| 3Y | -7.3% | +194.8% | -202.0% | -53.3% |
| 5Y | -50.7% | +131.8% | -182.5% | -75.7% |
| All | +10.8% | +22.9% | -12.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling